Files
NexQuant/patches/generate.py
T
TPTBusiness b39f2b7e46 feat: migrate to 1min EURUSD data (2020-2026)
- data_config.yaml: frequency 15min -> 1min, path -> eurusd_1min_data
- patches/generate.py: updated qlib.init path and freq
- patches/eva_utils.py: updated intraday label to 1min
- all prompts/configs: replaced 15min references with 1min
- fx_validator config, trader, graph: 1min intraday trading context
2026-03-28 10:59:46 +01:00

22 lines
781 B
Python
Executable File

import subprocess
import sys
import os
# Qlib läuft in rdagent4qlib environment
result = subprocess.run(
["/home/nico/miniconda3/envs/rdagent4qlib/bin/python3", "-c", """
import qlib
from qlib.data import D
qlib.init(provider_uri="~/.qlib/qlib_data/eurusd_1min_data")
fields = ["$open", "$close", "$high", "$low", "$volume"]
data = (D.features(["EURUSD"], fields, start_time="2022-03-14", end_time="2026-03-20", freq="1min")
.swaplevel().sort_index())
data.to_hdf("./daily_pv_all.h5", key="data")
data_debug = (D.features(["EURUSD"], fields, start_time="2024-01-01", end_time="2026-03-20", freq="1min")
.swaplevel().sort_index())
data_debug.to_hdf("./daily_pv_debug.h5", key="data")
print(f"Done: {data.shape[0]} rows")
"""],
capture_output=False
)